private void TryChangeCounter(double price, int positionChange)
{
if (Status == InventoryStatus.Long)
{
if (positionChange < 0)
{
counter.Change(price, positionChange);
}
else if (counter.CurrentPosition < 0)
{
positionChange = Math.Min(positionChange, -counter.CurrentPosition);
counter.Change(price, positionChange);
var closedPoints = counter.ClosedPoints;
if (closedPoints > 0)
{
var positionSize = Math.Abs(binary.CurrentPosition);
var points = BeginningPrice * positionSize;
points -= closedPoints;
var newExtreme = points / positionSize;
beginningPrice = newExtreme;
counter.ClosedPoints = 0;
}
if (counter.Completed)
{
counter = default(TransactionPairBinary);
}
}
}
if (Status == InventoryStatus.Short)
{
if (positionChange > 0)
{
counter.Change(price, positionChange);
}
else if (counter.CurrentPosition > 0)
{
positionChange = Math.Max(positionChange, -counter.CurrentPosition);
counter.Change(price, positionChange);
if (counter.Completed)
{
var closedPoints = counter.ClosedPoints;
if (closedPoints > 0)
{
var positionSize = Math.Abs(binary.CurrentPosition);
var points = BeginningPrice * positionSize;
points += closedPoints;
beginningPrice = points / positionSize;
}
counter = default(TransactionPairBinary);
}
}
}
}
public void Change(double price, int positionChange)
{
var newPosition = binary.CurrentPosition + positionChange;
binary.Change(price, positionChange);
if (trace)
{
log.Trace("Changed " + positionChange + " at " + price + ", position " + binary.CurrentPosition);
}
CalcBreakEven();
TrackExcursions(price);
TryChangeCounter(price, positionChange);
if (newPosition == 0)
{
breakEven = double.NaN;
var pandl = CalcProfit(binary, price);
cumulativeProfit = CumulativeProfit + pandl;
currentProfit = 0D;
binary = default(TransactionPairBinary);
counter = default(TransactionPairBinary);
breakEven = double.NaN;
}
else
{
currentProfit = profitLoss.CalculateProfit(binary.CurrentPosition, binary.AverageEntryPrice, price);
}
binary.UpdatePrice(price);
SetStatus();
//CalcAdditionalTicks();
}